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The Prudential Regulation Authority's Approach to Implementation of the O-SII Buffer

PRA statement of policy on its' approach to implementation of the other systemically important institutions buffer

UK Prudential Regulation Authority implementation of the systemic risk buffer (SRB). Framework applies to large banks and specifies set of criteria for assessing the extent to which the failure or distress of an SRB institution might post a long term non-cyclical systemic or macroprudential risk. Creates methodology for measuring the criteria and giving SRB institutions a single score in relation to the criteria with a corresponding SRB rate. 

Publisher: National Regulators     Release date: Dec 2020     Country: United Kingdom

Type: Law, Regulation and Policy

Topics: Systemic risk, Systemically important financial institutions (SIFIs), Capital adequacy, Macroprudential

Sectors: Banking

Minimum Requirement for Own Funds and Eligible Liabilities (MREL) - Buffers and Threshold Conditions

PRA supervisory statement on relationship between MREL and regulatory capital buffers and threshold conditions

UK Prudential Regulation Authority supervisory statement regarding relationship between minimum requirement for own funds and eligible liabilities (MREL) and regulatory buffers. Sets out PRA's expectations regarding relationship between MREL and PRA's Threshold Conditions, the minimum requirements that firms must meet in order to be permitted to carry on regulated activities. Role of MREL is to make resolution strategies workable by ensuring that there are equity and liabilities within the firm that can credibly absorb losses and recapitalize businesses that need to continue operating.

Publisher: National Regulators     Release date: Dec 2020     Country: United Kingdom

Type: Supervisory Practice

Parent: Bank Recovery and Resolution Directive (BRRD)

Topics: Capital adequacy, Recovery and resolution, Licensing

Sectors: Banking

UK Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP)

PRA supervisory statement on its expectations for firms undertaking an ICAAP and factors it takes into consideration in its SREP

UK Prudential Regulatory Authority updated supervisory statement sets out expectations of firms in relation to: i) undertaking their ICAAP; ii) stress testing, scenario analysis and capital planning; and iii) reverse stress testing. Sets out the factors that the PRA takes into consideration to assess a firm’s ICAAP. Provides further detail in relation to high-level expectations outlined in PRA’s Approach to Banking Supervision.

Publisher: National Regulators     Release date: Dec 2020     Country: United Kingdom

Type: Guideline

Parent: Capital Requirements Directive - CRD IV

Peer: The Prudential Regulation Authority's Approach to Banking Supervision

Topics: Capital adequacy, Stress-testing

Sectors: Banking, Securities

The PRA's Methodologies for Setting Pillar 2 Capital

PRA policy statement on its Pillar 2 capital requirements

UK Prudential Regulatory Authority statement of policy sets out the methodologies that the PRA uses to inform the setting of Pillar 2 capital for all PRA-regulated banks, building societies, designated investment firms and all PRA-approved or PRA-designated holding companies. 

Publisher: National Regulators     Release date: Dec 2020     Country: United Kingdom

Type: Supervisory Practice

Parent: Capital Requirements Directive - CRD IV, Capital Requirements - CRD IV/CRR – Frequently Asked Questions

Peer: Assessing Capital Adequacy Under Pillar 2

Topics: Capital adequacy, Credit risk, Market risk, Operational risk, Interest rate risk

Sectors: Banking

Approach to Identifying Other Systemically Important Institutions (O-SIIs)

BOE policy statement sets out criteria to identify other systemically important institutions

Bank of England policy statement sets out criteria and scoring methodology that Prudential Regulation Authority uses to identify other systemically important institutions (O-SIIs). Is parallel to approach for identifying globally systemically important institutions (G-SIIs). Approach is consistent with European Banking Authority Guidelines which set out O-SII identification process consisting of two stages. First stage is minimum mandatory framework consisting of prescribed set of criteria, indicators and weights that authorities should use to identify the institutions that must be designated as O-SIIs. Second stage offers authorities discretion to overlay the mandatory part of the framework in order to better reflect the specificities of the national banking sector; and if appropriate, designate additional firms as O-SIIs.

Publisher: National Regulators     Release date: Dec 2020     Country: United Kingdom

Type: Law, Regulation and Policy

Parent: Capital Requirements Directive - CRD IV, Capital Requirements Regulation - CRR

Topics: Systemically important financial institutions (SIFIs), Capital adequacy

Sectors: Banking, Securities

The UK Leverage Ratio Framework

Supervisory practice for UK leverage ratio framework

UK Prudential Regulatory Authority supervisory statement on UK leverage ratio framework. Sets out PRA's expectations on leverage ratio buffers and reporting and disclosure of the leverage ratio, as well as provides clarification on PRA rules.

Publisher: National Regulators     Release date: Nov 2020     Country: United Kingdom

Type: Supervisory Practice

Peer: Policy on UK Leverage Ratio Framework

Topics: Capital adequacy, Transparency and disclosure, Systemically important financial institutions (SIFIs)

Sectors: Banking

Evaluation of Too-Big-to-Fail Reforms

TC webcast focuses on FSB consultation report

Toronto Centre webcast focuses on the recent Financial Stability Board (FSB) consultation on too-big-to-fail reforms. 

Publisher: Toronto Centre     Release date: Jul 2020    

Type: TC Videos

Topics: Systemically important financial institutions (SIFIs), Capital adequacy, Recovery and resolution

Sectors: Banking

Supervisory Responses to the Impact of COVID-19 on Credit Quality

TC note discusses immediate and long-term options for banking supervisors in light of COVID-19

Toronto Centre Note discusses some of the immediate and medium-term options for banking supervisors in response to the COVID-19 outbreak. It covers the application of accounting standards, the calculation of regulatory capital, and some practical advice for the actions that supervisors should be taking. One key message to supervisors is that they should ensure that banks are judicious in the use they make of the flexibility offered by accounting standards. 

Publisher: Toronto Centre     Release date: Apr 2020    

Type: TC Notes

Topics: Crisis management and contingency planning, Accounting, actuarial and auditing , Capital adequacy, COVID-19

Sectors: Banking

Global Frameworks for Supervision of Internationally Active Insurance Groups and Mitigation of Systemic Risk in the Insurance Sector

IAIS comprehensive set of reforms to enable effective cross-border supervision of insurance groups

International Association of Insurance Supervisors reforms to enable effective cross-border supervision of insurance groups and contribute to global financial stability. Reforms include: i) the Common Framework (ComFrame); ii) Insurance Capital Standard (ICS); and iii) Holistic Framework for the assessment and mitigation of systemic risk in the insurance sector. 

Publisher: Global Standard-Setting Bodies     Release date: Nov 2019    

Type: Standard

Topics: Systemic risk, Risk-based supervision, Capital adequacy, Systemically important financial institutions (SIFIs), Supervisory framework

Sectors: Insurance

Overview of Pillar 2 Supervisory Review Practices and Approaches

BCBS review describes key concepts of Pillar 2 and supervisory review practices in use across Basel Committee member jurisdictions

Basel Committee on Banking Supervision report covers key areas of Pillar 2 supervisory review process, including the risk assessment process, risk appetites, board and senior management roles and supervisory practices adopted to enhance transparency, and bank disclosure practices. The report also describes a number of selected Pillar 2 risks, including business risk and interest rate risk in the banking book. It presents a range of actions that are taken under Pillar 2. 

Publisher: Global Standard-Setting Bodies     Release date: Jun 2019    

Type: Consultative, discussion and issues paper

Topics: Capital adequacy, Risk management, Corporate governance, Transparency and disclosure, Market risk, Securitization

Sectors: Banking

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